Dry stone walling means building walls with just stones, without mortar or cement; the stones are carefully stacked so that the wall is held together by gravity alone.
Like many ancient or traditional technologies, this may sound simple, but to do it well requires training and practice. Dry stone walling is a profession in its own right, and there are still dry stone wallers to be found in the UK, and probably in many other parts of the world as well.
For fairly obvious reasons, you can't really make a ceiling out of stone - it's too heavy and would fall in. Dry stone wall buildings are usually only one story high, and have a ceiling made from thatch or some other material.
Aside from houses and other buildings, dry stone walls are sometimes used as field boundaries, to prevent animals from wandering from one field to another, or for making terraces on hill sides.